myth of long-horizon predictability
By: Jacob Boudoukh, Matthew RIchardson, Robert Whitelaw.
Contributors: Richardson, Matthew.; Whitelaw, Robert F.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11841.; Working paper series (National Bureau of Economic Research) -- working paper no. 11841.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37
Subjects: Rate of return -- Econometric models
Notes: "December 2005."

Includes bibliographical references (p. 25-28).

Also available in PDF from the NBER world wide web site (www.nber.org).